Need Help Creating a Menu

Hi,
I'm using the Illustrar theme and would like to create a menu along the top (with drop downs) like there is on the theme example. The headings would be : Live Sound, Sound Design, Studio, Corporate, Freelance. I've read the info on how to create a menu. I created pages for each of these titles. Then went to appearance-menu-create new menu-menu name-theme location....but I don't seem to be able to add the pages to the menu???
Please help,
Jen

Custom Menu
Illustratr allows you to have a custom menu in the theme’s header. It can be set up by going to Appearance → Menus. Don’t forget to tick “Primary Menu” in the Menu Settings; if the option isn’t ticked, Illustratr won’t display any menu in its header. http://theme.wordpress.com/themes/illustratr/